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subject:"Großbritannien"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied financial economics"
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Großbritannien
Zeitreihenanalyse
Estimation
444
Schätzung
444
USA
99
United States
99
Theorie
95
Theory
95
Capital income
87
Kapitaleinkommen
87
Börsenkurs
84
Share price
84
Volatility
75
Volatilität
75
Aktienmarkt
61
Stock market
61
United Kingdom
51
Exchange rate
37
Wechselkurs
37
Deutschland
33
Germany
33
Aktienindex
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Stock index
30
Interest rate
29
Zins
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ARCH model
26
ARCH-Modell
26
Time series analysis
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Welt
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World
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Australia
25
Australien
25
Japan
25
Forecasting model
23
Prognoseverfahren
23
CAPM
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Kaufkraftparität
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Purchasing power parity
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Zinsstruktur
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English
75
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Danbolt, Jo
3
Barkoulas, John T.
2
Baum, Christopher F.
2
Bevan, Alan A.
2
Brooks, Chris
2
Garrett, Ian
2
Kanas, Angelos
2
Keasey, Kevin
2
McMillan, David G.
2
Mills, Terence C.
2
Nowman, Kalid Ben
2
Adams, Mike
1
Ajmi, Ahdi Noomen
1
Alles, Lakshman
1
Ap Gwilym, Owain
1
Armah, Nii Ayi
1
Babbs, Simon H.
1
Bahmani-Oskooee, Mohsen
1
Balachandran, Balasingham
1
Berg, Lennart
1
Beveridge, Steve
1
Bosher, Jacqueline
1
Brown, Gerald R.
1
Bühlmann, Peter
1
Cadle, John
1
Campbell, Kevin
1
Caporale, Guglielmo Maria
1
Chang, Tsangyao
1
Chatrath, Arjun
1
Cheng, Arnold C. S.
1
Cheung, Yin-Wong
1
Chiang, Thomas C.
1
Chyi, Yih-luan
1
Clare, Andrew D.
1
Clements, Adam
1
Collet, Jérôme
1
Daniels, Hennie
1
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1
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1
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Applied financial economics
Discussion paper series / IZA
242
Applied economics
202
Journal of econometrics
124
Economic modelling
122
Discussion paper / Centre for Economic Policy Research
121
CESifo working papers
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
Applied economics letters
101
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
Economics letters
92
IZA Discussion Paper
90
Working paper / National Bureau of Economic Research, Inc.
85
Working paper
83
NBER Working Paper
81
NBER working paper series
80
International journal of forecasting
78
Discussion paper / Tinbergen Institute
75
Discussion paper
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Energy economics
57
International review of economics & finance : IREF
54
Journal of international money and finance
53
Discussion papers in economics
52
Journal of applied econometrics
52
Journal of forecasting
52
Oxford bulletin of economics and statistics
52
Econometric reviews
46
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
45
Discussion papers / Deutsches Institut für Wirtschaftsforschung
45
Working papers / Bank of England
45
Discussion paper / Centre for Economic Forecasting
42
International journal of finance & economics : IJFE
42
The North American journal of economics and finance : a journal of financial economics studies
41
The economic journal : the journal of the Royal Economic Society
39
Journal of empirical finance
38
CESifo Working Paper Series
37
Journal of economic dynamics & control
37
Economics and finance working paper series
35
Journal of banking & finance
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ECONIS (ZBW)
75
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1
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
2
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
3
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
4
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
5
Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim
;
Hacker, Scott
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
Saved in:
6
Risk-return relationships and asymmetric adjustment in the UK housing market
Morley, Bruce
;
Thomas, Dennis A.
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 735-742
Persistent link: https://www.econbiz.de/10009231598
Saved in:
7
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
8
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
9
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
10
Value relevance of R&D in the UK after IFRS mandatory implementation
Tsoligkas, F.
;
Tsalavoutas, I.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 957-967
Persistent link: https://www.econbiz.de/10009317455
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